"""Test fixed income extension.""" import pytest from extensions.tests.conftest import parametrize from openbb_core.app.model.obbject import OBBject # pylint: disable=redefined-outer-name # pylint: disable=inconsistent-return-statements @pytest.fixture(scope="session") def obb(pytestconfig): """Fixture to setup obb.""" if pytestconfig.getoption("markexpr") != "not integration": import openbb # pylint: disable=import-outside-toplevel return openbb.obb @parametrize( "params", [ ({"start_date": "2023-01-01", "end_date": "2023-06-06", "provider": "fmp"}), ], ) @pytest.mark.integration def test_fixedincome_government_treasury_rates(params, obb): """Test the treasury rates endpoint.""" result = obb.fixedincome.government.treasury_rates(**params) assert result assert isinstance(result, OBBject) assert len(result.results) > 0 @parametrize( "params", [ ( { "start_date": "2023-01-01", "end_date": "2023-06-06", "provider": "federal_reserve", } ), ( { "frequency": None, "transform": None, "aggregation_method": None, "provider": "fred", "start_date": "2023-01-01", "end_date": "2023-06-06", } ), ], ) @pytest.mark.integration def test_fixedincome_sofr(params, obb): """Test the SOFR endpoint.""" result = obb.fixedincome.sofr(**params) assert result assert isinstance(result, OBBject) assert len(result.results) > 0 @parametrize( "params", [ ( { "start_date": "2023-01-01", "end_date": "2023-06-06", "provider": "federal_reserve", } ), ( { "frequency": None, "transform": None, "aggregation_method": None, "provider": "fred", "start_date": "2023-01-01", "end_date": "2023-06-06", } ), ], ) @pytest.mark.integration def test_fixedincome_rate_sofr(params, obb): """Test the fixedincome rate sofr endpoint.""" result = obb.fixedincome.rate.sofr(**params) assert result assert isinstance(result, OBBject) assert len(result.results) > 0 @parametrize( "params", [ ( { "provider": "fred", "start_date": "2023-01-01", "end_date": "2023-06-06", "transform": None, "aggregation_method": None, "frequency": None, } ), ], ) @pytest.mark.integration def test_fixedincome_rate_estr(params, obb): """Test the ESTR endpoint.""" result = obb.fixedincome.rate.estr(**params) assert result assert isinstance(result, OBBject) assert len(result.results) > 0 @parametrize( "params", [ ({"start_date": "2023-01-01", "end_date": "2023-06-06"}), ( { "parameter": "rate", "provider": "fred", "start_date": "2023-01-01", "end_date": "2023-06-06", } ), ], ) @pytest.mark.integration def test_fixedincome_rate_sonia(params, obb): """Test the SONIA endpoint.""" result = obb.fixedincome.rate.sonia(**params) assert result assert isinstance(result, OBBject) assert len(result.results) > 0 @parametrize( "params", [ ( { "maturity": "overnight", "provider": "fred", "start_date": "2023-01-01", "end_date": "2023-06-06", "transform": None, "aggregation_method": None, "frequency": None, } ), ], ) @pytest.mark.integration def test_fixedincome_rate_ameribor(params, obb): """Test the Ameribor endpoint.""" result = obb.fixedincome.rate.ameribor(**params) assert result assert isinstance(result, OBBject) assert len(result.results) > 0 @parametrize( "params", [ ( { "frequency": "w", "transform": None, "aggregation_method": "avg", "effr_only": False, "provider": "fred", "start_date": "2023-01-01", "end_date": "2023-06-06", } ), ( { "start_date": "2023-01-01", "end_date": "2023-06-06", "provider": "federal_reserve", } ), ], ) @pytest.mark.integration def test_fixedincome_rate_effr(params, obb): """Test the EFFR endpoint.""" result = obb.fixedincome.rate.effr(**params) assert result assert isinstance(result, OBBject) assert len(result.results) > 0 @parametrize( "params", [ ({}), ({"long_run": True, "provider": "fred"}), ], ) @pytest.mark.integration def test_fixedincome_rate_effr_forecast(params, obb): """Test the EFFR forecast endpoint.""" result = obb.fixedincome.rate.effr_forecast(**params) assert result assert isinstance(result, OBBject) assert len(result.results) > 0 @parametrize( "params", [ ({"start_date": "2023-01-01", "end_date": "2023-06-06"}), ], ) @pytest.mark.integration def test_fixedincome_rate_iorb(params, obb): """Test the IORB endpoint.""" result = obb.fixedincome.rate.iorb(**params) assert result assert isinstance(result, OBBject) assert len(result.results) > 0 @parametrize( "params", [ ({"start_date": "2023-01-01", "end_date": "2023-06-06"}), ( { "parameter": "daily_excl_weekend", "provider": "fred", "start_date": "2023-01-01", "end_date": "2023-06-06", } ), ], ) @pytest.mark.integration def test_fixedincome_rate_dpcredit(params, obb): """Test the DPCREDIT endpoint.""" params = {p: v for p, v in params.items() if v} result = obb.fixedincome.rate.dpcredit(**params) assert result assert isinstance(result, OBBject) assert len(result.results) > 0 @parametrize( "params", [ ( { "start_date": "2023-01-01", "end_date": "2023-06-06", "interest_rate_type": "lending", } ) ], ) @pytest.mark.integration def test_fixedincome_rate_ecb(params, obb): """Test the ECB endpoint.""" params = {p: v for p, v in params.items() if v} result = obb.fixedincome.rate.ecb(**params) assert result assert isinstance(result, OBBject) assert len(result.results) > 0 @parametrize( "params", [ ({"start_date": "2023-01-01", "end_date": "2023-06-06", "index_type": "yield"}), ( { "category": "all", "area": "us", "grade": "non_sovereign", "options": True, "provider": "fred", "start_date": "2023-01-01", "end_date": "2023-06-06", "index_type": "yield", } ), ], ) @pytest.mark.integration def test_fixedincome_corporate_ice_bofa(params, obb): """Test the ICE BofA endpoint.""" params = {p: v for p, v in params.items() if v} result = obb.fixedincome.corporate.ice_bofa(**params) assert result assert isinstance(result, OBBject) assert len(result.results) > 0 @parametrize( "params", [({"start_date": "2023-01-01", "end_date": "2023-06-06", "index_type": "aaa"})], ) @pytest.mark.integration def test_fixedincome_corporate_moody(params, obb): """Test the Moody endpoint.""" params = {p: v for p, v in params.items() if v} result = obb.fixedincome.corporate.moody(**params) assert result assert isinstance(result, OBBject) assert len(result.results) > 0 @parametrize( "params", [ ( { "start_date": "2023-01-01", "end_date": "2023-06-06", "maturity": "overnight", "category": "financial", "transform": None, "aggregation_method": None, "frequency": None, "provider": "fred", } ) ], ) @pytest.mark.integration def test_fixedincome_corporate_commercial_paper(params, obb): """Test the commercial paper endpoint.""" params = {p: v for p, v in params.items() if v} result = obb.fixedincome.corporate.commercial_paper(**params) assert result assert isinstance(result, OBBject) assert len(result.results) > 0 @parametrize( "params", [ ( { "start_date": "2023-01-01", "end_date": "2023-06-06", "maturity": [10.0], "category": "spot_rate", "provider": "fred", } ), ( { "start_date": None, "end_date": None, "maturity": 5.5, "category": ["spot_rate"], } ), ( { "start_date": None, "end_date": None, "maturity": "1,5.5,10", "category": "spot_rate,par_yield", } ), ], ) @pytest.mark.integration def test_fixedincome_corporate_spot_rates(params, obb): """Test the spot rates endpoint.""" params = {p: v for p, v in params.items() if v} result = obb.fixedincome.corporate.spot_rates(**params) assert result assert isinstance(result, OBBject) assert len(result.results) > 0 @parametrize( "params", [({"date": "2023-01-01", "yield_curve": "spot"})], ) @pytest.mark.integration def test_fixedincome_corporate_hqm(params, obb): """Test the HQM endpoint.""" params = {p: v for p, v in params.items() if v} result = obb.fixedincome.corporate.hqm(**params) assert result assert isinstance(result, OBBject) assert len(result.results) > 0 @parametrize( "params", [({"start_date": "2023-01-01", "end_date": "2023-06-06", "maturity": "3m"})], ) @pytest.mark.integration def test_fixedincome_spreads_tcm(params, obb): """Test the TCM endpoint.""" params = {p: v for p, v in params.items() if v} result = obb.fixedincome.spreads.tcm(**params) assert result assert isinstance(result, OBBject) assert len(result.results) > 0 @parametrize( "params", [ ( { "start_date": "2023-01-01", "end_date": "2023-06-06", "maturity": "10y", "provider": "fred", } ) ], ) @pytest.mark.integration def test_fixedincome_spreads_tcm_effr(params, obb): """Test the TCM EFFR endpoint.""" params = {p: v for p, v in params.items() if v} result = obb.fixedincome.spreads.tcm_effr(**params) assert result assert isinstance(result, OBBject) assert len(result.results) > 0 @parametrize( "params", [ ( { "start_date": "2023-01-01", "end_date": "2023-06-06", "maturity": "3m", "provider": "fred", } ) ], ) @pytest.mark.integration def test_fixedincome_spreads_treasury_effr(params, obb): """Test the treasury EFFR endpoint.""" params = {p: v for p, v in params.items() if v} result = obb.fixedincome.spreads.treasury_effr(**params) assert result assert isinstance(result, OBBject) assert len(result.results) > 0 @parametrize( "params", [ ( { "start_date": "2023-09-01", "end_date": "2023-11-16", "cusip": None, "page_size": None, "page_num": None, "security_type": None, "provider": "government_us", } ), ( { "start_date": "2023-09-01", "end_date": "2023-11-16", "cusip": None, "page_size": None, "page_num": None, "security_type": "bond", "provider": "government_us", } ), ], ) @pytest.mark.integration def test_fixedincome_government_treasury_auctions(params, obb): """Test the treasury auctions endpoint.""" params = {p: v for p, v in params.items() if v} result = obb.fixedincome.government.treasury_auctions(**params) assert result assert isinstance(result, OBBject) assert len(result.results) > 0 @pytest.mark.parametrize( "params", [ ( { "date": "2023-11-16", "cusip": None, "security_type": "bond", "provider": "government_us", } ), ( { "date": "2023-12-28", "cusip": None, "security_type": "bill", "provider": "government_us", } ), ( { "date": None, "provider": "tmx", "govt_type": "federal", "issue_date_min": None, "issue_date_max": None, "last_traded_min": None, "maturity_date_min": None, "maturity_date_max": None, "use_cache": True, } ), ], ) @pytest.mark.integration def test_fixedincome_government_treasury_prices(params, obb): """Test the treasury prices endpoint.""" params = {p: v for p, v in params.items() if v} result = obb.fixedincome.government.treasury_prices(**params) assert result assert isinstance(result, OBBject) assert len(result.results) > 0 @pytest.mark.parametrize( "params", [ ( { "provider": "tmx", "issuer_name": "federal", "issue_date_min": None, "issue_date_max": None, "last_traded_min": None, "coupon_min": 3, "coupon_max": None, "currency": None, "issued_amount_min": None, "issued_amount_max": None, "maturity_date_min": None, "maturity_date_max": None, "isin": None, "lei": None, "country": None, "use_cache": False, } ) ], ) @pytest.mark.integration def test_fixedincome_corporate_bond_prices(params, obb): """Test the bond prices endpoint.""" params = {p: v for p, v in params.items() if v} result = obb.fixedincome.corporate.bond_prices(**params) assert result assert isinstance(result, OBBject) assert len(result.results) > 0 @parametrize( "params", [ ({"date": "2023-05-01,2024-05-01", "provider": "fmp"}), ( { "date": "2023-05-01", "country": "united_kingdom", "provider": "econdb", "use_cache": True, } ), ( { "provider": "ecb", "yield_curve_type": "par_yield", "date": None, "rating": "aaa", "use_cache": True, } ), ( { "provider": "fred", "yield_curve_type": "nominal", "date": "2023-05-01,2024-05-01", } ), ({"provider": "federal_reserve", "date": "2023-05-01,2024-05-01"}), ], ) @pytest.mark.integration def test_fixedincome_government_yield_curve(params, obb): """Test the government yield curve endpoint.""" params = {p: v for p, v in params.items() if v} result = obb.fixedincome.government.yield_curve(**params) assert result assert isinstance(result, OBBject) assert len(result.results) > 0 @parametrize( "params", [ { "provider": "fred", "category": "high_yield", "index": "us,europe,emerging", "index_type": "total_return", "start_date": "2023-05-31", "end_date": "2024-06-01", "transform": None, "frequency": None, "aggregation_method": "avg", }, ], ) @pytest.mark.integration def test_fixedincome_bond_indices(params, obb): """Test the bond indices endpoint.""" params = {p: v for p, v in params.items() if v} result = obb.fixedincome.bond_indices(**params) assert result assert isinstance(result, OBBject) assert len(result.results) > 0 @parametrize( "params", [ { "provider": "fred", "index": "usda_30y,fha_30y", "start_date": "2023-05-31", "end_date": "2024-06-01", "transform": None, "frequency": None, "aggregation_method": "avg", }, ], ) @pytest.mark.integration def test_fixedincome_mortgage_indices(params, obb): """Test the mortgage indices endpoint.""" params = {p: v for p, v in params.items() if v} result = obb.fixedincome.mortgage_indices(**params) assert result assert isinstance(result, OBBject) assert len(result.results) > 0 @parametrize( "params", [ ( { "start_date": "2023-01-01", "end_date": "2023-06-06", "transform": None, "aggregation_method": None, "frequency": None, "provider": "fred", } ), ( { "start_date": "2023-01-01", "end_date": "2023-06-06", "provider": "federal_reserve", } ), ], ) @pytest.mark.integration def test_fixedincome_rate_overnight_bank_funding(params, obb): """Test the Overnight Bank Funding Rate endpoint.""" result = obb.fixedincome.rate.overnight_bank_funding(**params) assert result assert isinstance(result, OBBject) assert len(result.results) > 0 @parametrize( "params", [ ( { "maturity": None, "start_date": None, "end_date": None, "transform": None, "aggregation_method": None, "frequency": None, "provider": "fred", } ), ], ) @pytest.mark.integration def test_fixedincome_government_tips_yields(params, obb): """Test the TIPS Yields endpoint.""" result = obb.fixedincome.government.tips_yields(**params) assert result assert isinstance(result, OBBject) assert len(result.results) > 0